Question ID: 2404
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Topic: Reporting Templates
Article: 35 of SII Directive
Template: S.06.02
Status: Final
Date of submission: 16 Mar 2022
Question
Within the D1 QRT instructions, does Credit quality steps need to be published for all numbers 1-6? Or just for FI securities (1,2,5,6)?
EIOPA answer
The item C0340 “Credit Quality step" in the template S.06.02 is applicable to any asset for which credit quality step needs to be attributed for the purpose of SCR calculation.